+105.9%
GILD vs UPS
-26.3%
+132.2%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -4.8% | -2.0% | -2.9% | -4.5% |
| 30D | +5.8% | -2.0% | +7.7% | +6.1% |
| 3M | +14.9% | -6.2% | +21.2% | +15.9% |
| 6M | -0.4% | +2.8% | -3.1% | -1.3% |
| YTD | +18.5% | +5.9% | +12.6% | +16.8% |
| 1Y | +25.1% | +26.2% | -1.1% | +19.6% |
| 3Y | +105.9% | -26.0% | +131.9% | +109.0% |
| All | +105.9% | -26.3% | +132.2% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded UPS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling